+178.5%
EXE vs CF
+239.7%
-61.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.1% |
| 7D | -0.3% | +6.0% | -6.3% | -2.2% |
| 30D | +8.5% | +14.8% | -6.4% | +3.4% |
| 3M | +5.5% | +14.1% | -8.6% | +0.5% |
| 6M | -5.9% | +28.5% | -34.4% | -15.5% |
| YTD | -9.7% | +74.9% | -84.7% | -27.8% |
| 1Y | +3.6% | +61.7% | -58.1% | -15.0% |
| 3Y | +18.0% | +80.3% | -62.3% | -10.7% |
| 5Y | +109.4% | +226.0% | -116.5% | +17.0% |
| All | +178.5% | +239.7% | -61.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling